-2.3%
SW vs VSXY
+125.0%
-127.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.8% | -0.5% |
| 7D | +1.8% | +15.2% | -13.4% | -0.2% |
| 30D | +7.0% | +37.0% | -30.0% | +2.3% |
| 3M | -7.6% | +15.2% | -22.8% | -9.9% |
| 6M | +8.5% | +136.3% | -127.8% | -5.9% |
| YTD | +17.7% | +109.6% | -91.9% | +3.0% |
| 1Y | +27.1% | +223.7% | -196.6% | +3.7% |
| 3Y | +48.2% | +516.3% | -468.1% | +5.2% |
| 5Y | -2.3% | +125.1% | -127.5% | -24.3% |
| All | -2.3% | +125.0% | -127.3% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling